Uniqueness and approximate computation of optimal incomplete transportation plans
نویسندگان
چکیده
منابع مشابه
Uniqueness and Approximate Computation of Optimal Incomplete Transportation Plans∗
For α ∈ (0, 1) an α−trimming, P ∗, of a probability P is a new probability obtained by re-weighting the probability of any Borel set, B, according to a positive weight function, f ≤ 1 1−α , in the way P ∗(B) = R B f(x)P (dx). If P,Q are probability measures on Euclidean space, we consider the problem of obtaining the best L2−Wasserstein approximation between: a) a fixed probability and trimmed ...
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In this chapter, we give a brief overview of a particular class of preconditioners known as incomplete factorizations. They can be thought of as approximating the exact LU factorization of a given matrix A (e.g. computed via Gaussian elimination) by disallowing certain ll-ins. As opposed to other PDE-based preconditioners such as multigrid and domain decomposition, this class of preconditioners...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
سال: 2011
ISSN: 0246-0203
DOI: 10.1214/09-aihp354